I ran into this with a HP XP restore CD. The full up Retail versions never do that.
When I try to install XP pro on my machine I get a prompt to insert a disk containing Service Pack 1. This has never happened before. When I continue the istallation without the Service Pack, Windows loads and runs but not all programs are avaliable ie I don't have Windows Explorer, etc. The start panel does not list all the programs it should.
I have a new hard drive in the system.